I cannot reproduce what you are seeing using the same strategies & settings. The BT & FT seem very equivalent for me, as they should be with mechanical strategies.

Looking closer at your screenshots, I see that the individual strategies are actually equivalent stats, & it's only the "All Strategies" stats that are suspect. This points to the Strategy Voting settings you are using (button at the bottom of the Strategies list). I would guess that you're using a ranking method or a filter & that's what is throwing it off. Try disabling everything in the Performance tab under Strategy Voting.